+230.8%
RDW vs SCCO
+177.0%
+53.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +0.9% | -2.7% | +3.5% | +2.4% |
| 30D | -21.3% | -0.7% | -20.6% | -21.8% |
| 3M | -37.9% | +8.1% | -45.9% | -42.3% |
| 6M | +12.3% | +4.1% | +8.2% | +7.1% |
| YTD | +39.7% | +41.1% | -1.4% | +8.9% |
| 1Y | +25.7% | +95.6% | -69.9% | -20.4% |
| 3Y | +230.8% | +179.3% | +51.6% | +64.2% |
| All | +230.8% | +177.0% | +53.8% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling